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Burn the ISO image, write the USB image

After you downloaded the image check the integrity using this command sha256sum GNUSTEP-amd64-2.5.iso.
If it matches the checksum in GNUSTEP-amd64-2.5.sha256.txt proceed with burning it.
Here is an example command to burn it wodim -v speed=8 -dao -data GNUSTEP-amd64-2.5.1.iso.
Here is an example command to write it dd if=GNUSTEP-i686-2.0.img of=/dev/yourusbstick.